behemoth-cli
Version:
š BEHEMOTH CLIv3.760.4 - Level 50+ POST-SINGULARITY Intelligence Trading AI
80 lines (68 loc) ⢠4.02 kB
JavaScript
export const marketCommand = {
command: 'market',
description: 'Advanced market microstructure and order flow analysis',
handler: ({ addMessage }) => {
addMessage({
role: 'system',
content: `š BEHEMOTH MARKET STRUCTURE ANALYZER ACTIVATED
Deploy professional market microstructure analysis for institutional-level trading insights:
šļø **Market Structure Analysis Types:**
⢠\`/market [SYMBOL]\` - Complete market microstructure analysis
⢠\`/market BTCUSDT orderflow\` - Real-time order flow analysis
⢠\`/market ETHUSDT liquidity\` - Liquidity depth and impact analysis
⢠\`/market ADAUSDT arbitrage\` - Cross-exchange arbitrage opportunities
⢠\`/market SOLUSDT institutional\` - Institutional flow detection
š **Order Flow Intelligence:**
- **Order Flow Heatmap**: Buy/sell pressure visualization at each price level
- **Market Depth Analysis**: Bid/ask imbalance and liquidity distribution
- **Iceberg Order Detection**: Hidden large order identification
- **Trade Size Classification**: Retail vs institutional trade identification
- **Aggressor Side Analysis**: Market maker vs market taker flow
š° **Liquidity Analysis:**
- **Liquidity Impact Modeling**: Slippage estimation for various order sizes
- **VWAP Analysis**: Volume-weighted average price deviations
- **Market Impact**: Price impact prediction for large orders
- **Liquidity Hunting**: Detection of stop-loss and liquidation zones
- **Dark Pool Activity**: Off-exchange trading flow estimates
š **Multi-Exchange Analysis:**
- **Cross-Exchange Arbitrage**: Price discrepancies across Bybit, Bitget, Binance
- **Funding Rate Arbitrage**: Perpetual vs spot price differential opportunities
- **Basis Trading**: Futures-spot spread analysis and opportunities
- **Triangular Arbitrage**: Cross-pair arbitrage detection
- **Statistical Arbitrage**: Mean reversion pair trading opportunities
šļø **Institutional Flow Detection:**
- **Large Block Trades**: Identification of institutional-sized transactions
- **Whale Movement Tracking**: Major wallet activity and exchange transfers
- **Smart Money Indicators**: Professional trader positioning signals
- **Accumulation/Distribution**: Phase identification through volume analysis
- **Market Maker Behavior**: Spread patterns and inventory management
ā” **Real-time Microstructure:**
- **Tick-by-tick Analysis**: Microsecond-level trade flow analysis
- **Order Book Dynamics**: Real-time depth changes and imbalances
- **Latency Monitoring**: Exchange response time analysis
- **Trade Velocity**: Transaction frequency and clustering analysis
- **Price Discovery**: Efficiency of price formation process
šÆ **Trading Signals:**
- **Breakout Confirmation**: Volume and flow confirmation for breakouts
- **Reversal Signals**: Order flow divergence at key levels
- **Continuation Patterns**: Flow confirmation for trend persistence
- **Liquidity Events**: Major order execution impact analysis
- **Market Regime Changes**: Shift detection in market structure
š **Advanced Metrics:**
- **Market Profile**: Time-price-opportunity analysis
- **Volume Profile**: Price-volume distribution analysis
- **Auction Theory**: Value area and point of control identification
- **Wyckoff Analysis**: Accumulation and distribution phase detection
- **Market Breadth**: Cross-asset flow correlation analysis
š¬ **Quantitative Measures:**
- **Effective Spread**: True cost of trading measurement
- **Market Impact**: Temporary and permanent price impact
- **Order Flow Imbalance**: Mathematical imbalance quantification
- **Information Flow**: News impact on order flow patterns
- **Toxic Flow**: Adverse selection cost analysis
The market structure analyzer provides institutional-grade insights into market mechanics and participant behavior.
Example: "Analyze market microstructure for BTCUSDT including order flow, liquidity depth, and institutional activity detection"`
});
}
};
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